Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52100.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47978.98 Kr¶

PnL: ---------------------------------------> -953.02 Kr¶

DD now: ---------------------------------> -1.92 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:45:21.786400'

Anic Portfolio¶

Today¶

Return: 0.049 %¶

This Week¶

Return: -0.413 %¶

Total portfolio value¶

Return including deposits: 70.563 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
Vitrolife 3 1.390000 702.000000 25.000000 3.690000 677.000001
Biotage 4 0.510000 627.200000 24.200000 4.010000 603.000000
Addtech B 3 0.670000 720.000000 20.000000 2.860000 699.999999
SynAct Pharma 9 0.960000 664.200000 19.200000 2.980000 645.000003
BHG Group 49 -0.520000 653.660000 14.660000 2.290000 638.999984
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 0.910000 662.550000 8.550000 1.310000 653.999997
Fortnox 10 -0.380000 673.800000 5.800000 0.870000 668.000000
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Latour B 2 -0.090000 451.600000 2.600000 0.580000 449.000000
Addnode Group B 6 -0.870000 753.600000 1.600000 0.210000 751.999998
Embracer Group B 26 -1.730000 662.870000 0.870000 0.130000 661.999988
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.790000 1318.000000 -2.000000 -0.150000 1320.000000
Humana 40 1.090000 669.600000 -4.400000 -0.650000 674.000000
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
Investor B 3 -0.090000 648.150000 -9.850000 -1.500000 657.999999
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Sdiptech B 3 -1.890000 808.800000 -13.200000 -1.610000 822.000000
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Lime Technologies 2 -1.720000 573.000000 -20.000000 -3.370000 593.000000
Gaming Innovation Group 161 0.390000 4161.850000 -26.150000 -0.620000 4187.999942
BONESUPPORT HOLDING 10 -1.570000 1191.000000 -33.000000 -2.700000 1224.000000
Ambea 68 1.490000 2502.400000 -34.600000 -1.360000 2537.000032
Creades A 7 0.450000 551.250000 -59.750000 -9.780000 610.999998
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.180000 3459.200000 -85.800000 -2.420000 3545.000000
New Wave B 40 0.430000 3776.000000 -140.000000 -3.580000 3916.000000
Sedana Medical 135 1.240000 4185.000000 -146.000000 -3.370000 4330.999935
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47978.980000 -953.020000 -1.92049% 48931.999868

Updated:¶

'2023-06-14 09:45:38.010996'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶